-15.0%
AMRZ vs SIRI
+54.0%
-69.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -5.5% | -2.6% | -2.8% | -5.0% |
| 30D | +15.6% | +22.2% | -6.6% | +11.9% |
| 3M | -12.1% | +14.1% | -26.2% | -14.1% |
| 6M | -19.4% | +22.5% | -41.9% | -21.9% |
| YTD | -21.9% | +67.9% | -89.7% | -29.7% |
| 1Y | -15.0% | +54.6% | -69.6% | -21.0% |
| All | -15.0% | +54.0% | -69.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling